+249.9%
PLD vs VEA
+160.2%
+89.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.9% | -1.2% | -1.3% |
| 7D | -0.7% | +0.3% | -1.0% | -1.0% |
| 30D | -2.2% | +0.4% | -2.7% | -2.7% |
| 3M | -7.4% | +4.8% | -12.2% | -11.8% |
| 6M | +1.9% | +11.3% | -9.3% | -8.7% |
| YTD | +7.9% | +17.4% | -9.5% | -8.4% |
| 1Y | +25.1% | +26.2% | -1.1% | -0.9% |
| 3Y | +21.9% | +77.7% | -55.9% | -30.1% |
| 5Y | +16.3% | +60.9% | -44.6% | -27.3% |
| 10Y | +249.9% | +163.6% | +86.3% | +30.4% |
| All | +249.9% | +160.2% | +89.7% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VEA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling